+944.5%
JNJ vs FIS
+238.5%
+706.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | 0.0% |
| 7D | +3.5% | +2.8% | +0.6% | +2.8% |
| 30D | +12.5% | -16.7% | +29.3% | +15.1% |
| 3M | +9.6% | -32.3% | +41.9% | +16.6% |
| 6M | +25.3% | -29.1% | +54.4% | +31.7% |
| YTD | +40.3% | -54.1% | +94.4% | +59.9% |
| 1Y | +49.6% | -53.7% | +103.4% | +70.2% |
| 3Y | +110.8% | -38.8% | +149.6% | +123.4% |
| 5Y | +99.1% | -71.1% | +170.2% | +139.3% |
| 10Y | +216.6% | -53.1% | +269.7% | +236.2% |
| All | +944.5% | +238.5% | +706.1% | +696.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling